"Optimal allocation between bank loans and treasuries with regret."

M. P. Mulaudzi, Mark Adam Petersen, I. M. Schoeman (2008)

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DOI: 10.1007/S11590-008-0082-9

access: closed

type: Journal Article

metadata version: 2020-07-03

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M. P. Mulaudzi, Mark Adam Petersen, I. M. Schoeman:
Optimal allocation between bank loans and treasuries with regret. Optim. Lett. 2(4): 555-566 (2008)

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